Fourier Series

Content
Periodic Functions
Fourier Series
Complex Form of the Fourier Series
Impulse Train
Analysis of Periodic Waveforms
Half-Range Expansion
Least Mean-Square Error Approximation
Fourier Series

Periodic Functions
The Mathematic Formulation
Any function that satisfies

f (t ) f (t T )
where T is a constant and is called the period
of the function.
 Example:
t t
f (t ) cos cos Find its period.
3 4
t t 1 1
f (t ) f (t T ) cos cos cos (t T ) cos (t T )
3 4 3 4

Fact: cos cos( 2m)

T
2 m T 6m
3 T 24 smallest T
T
2 n T 8n
4
 Example:
f (t ) cos 1t cos 2t Find its period.

f (t ) f (t T ) cos 1t cos 2t cos 1 (t T ) cos 2 (t T )

1T 2m 1 m 1 must be a

2 n 2 rational number
2T 2n
Example:
f (t ) cos10t cos(10 )t
Is this function a periodic one?

1 10 not a rational

2 10 number
Fourier Series

Fourier Series
Introduction
Decompose a periodic input signal into
primitive periodic components.

A periodic sequence
f(t)

t
T 2T 3T
Synthesis
a0 2nt 2nt
f (t ) an cos bn sin
2 n 1 T n 1 T
DC Part Even Part Odd Part

T is a period of all the above signals

Let 0=2/T.
a0
f (t ) an cos( n0t ) bn sin( n0t )
2 n 1 n 1
Orthogonal Functions
Call a set of functions {k} orthogonal
on an interval a < t < b if it satisfies

b 0 mn
a m (t ) n (t )dt
rn mn
 Orthogonal set of Sinusoidal
Functions

Define 0=2/T.
T /2 T /2

T / 2
cos(m0t )dt 0, m0 T / 2
sin( m0t )dt 0, m0

T /2 0 mn
T / 2 cos(m0t ) cos(n0t )dt T / 2 m n We now prove this one
T /2 0 mn
T / 2 sin( m0t ) sin( n0t )dt T / 2 m n
T /2

T / 2
sin( m0t ) cos(n0t )dt 0, for all m and n
 1
cos cos [cos( ) cos( )]
2

Proof

T /2

T / 2
cos(m0t ) cos(n0t )dt mn
1 T /2 1 T /2
cos[( m n)0t ]dt cos[( m n)0t ]dt
2 T / 2 2 T / 2
1 1 1 1
sin[( m n)0t ] T / 2 sin[( m n)0t ] T / 2
T /2 T /2

2 (m n)0 2 (m n)0
1 1 1 1
2 sin[( m n)] 2 sin[( m n)]
2 (m n)0 2 (m n)0

0 0 0
 1
cos cos [cos( ) cos( )]
2

Proof 1
cos [1 cos 2]
2

T /2

T / 2
cos(m0t ) cos(n0t )dt m=n
1 T /2
cos (m0t )dt T / 2 [1 cos 2m0t ]dt
T /2
2
T / 2 2
T /2 T /2
1 1
t sin 2m0t ]
2 T / 2 4m0 T / 2

0
T
T /2 0 mn
2
T / 2 cos(m0t ) cos(n0t )dt T / 2 m n
 Orthogonal set of Sinusoidal
Functions

Define 0=2/T.
1m, 0t )dt 0, sin( m t )dt 0,
T /2 T /2
cos( m0 0 m0

T / 2 T / 2

T /2 cos t , cos 2 m 3n t ,
t0, cos
cos(m t ) cos(
0 n t )dt 0 0
sin t , sin 2Tt ,/ sin 2 mn
0 0
T / 2

0 0 3 0 t ,
T /2 0 m n
sin( m t ) sin( n t )dt T / 2 m n
T / 2
0 0

T /2
an orthogonal set.

T / 2
sin( m0t ) cos(n0t )dt 0, for all m and n
Decomposition
a0
f (t ) an cos( n0t ) bn sin( n0t )
2 n 1 n 1

2 t 0 T
a0 f (t )dt
T 0
t

2 t 0 T
an f (t ) cos n0tdt n 1,2,
T t0
2 t 0 T
bn f (t ) sin n0tdt n 1,2,
T 0
t
 Proof
Use the following facts:
T /2 T /2

T / 2
cos(m0t )dt 0, m0 T / 2
sin( m0t )dt 0, m0

T /2 0 mn
T / 2 cos(m0t ) cos(n0t )dt T / 2 m n
T /2 0 mn
T / 2 sin( m0t ) sin( n0t )dt T / 2 m n
T /2

T / 2
sin( m0t ) cos(n0t )dt 0, for all m and n
 Example (Square Wave)
f(t)
1

-6 -5 -4 -3 -2 - 2 3 4 5

2
a0
2 0
1dt 1

2 1
an
2 0
cos ntdt
n
sin nt 0
0 n 1,2,

2 1 1 2 / n n 1,3,5,
bn
2
0
sin ntdt
n
cos nt 0
n
(cos n 1)
0 n 2,4,6,
 1 2 1 1
f (t ) sin t sin 3t sin 5t
2 3 5
Example (Square Wave)
f(t)
1

-6 -5 -4 -3 -2 - 2 3 4 5

2
a0
2 0
1dt 1

2 1
an
2 0
cos ntdt
n
sin nt 0
0 n 1,2,

1 1 1 2 / n n 1,3,5,
bn
2 0
sin ntdt cos nt 0 (cos n 1)
n n 0 n 2,4,6,
 1 2 1 1
f (t ) sin t sin 3t sin 5t
2 3 5
Example (Square Wave)
f(t)
1

-6 -5 -4 -3 -2 - 2 3 4 5

2
a0
1.5 2
0
1dt 1

1 2 1

0.52 0
an cos ntdt sin nt 0 n 1,2,
n 0

0
1 1 1 2 / n n 1,3,5,

bn -0.5
2 0
sin ntdt cos nt 0 (cos n 1)
n n 0 n 2,4,6,
Harmonics
a0 2nt 2nt
f (t ) an cos bn sin
2 n 1 T n 1 T
a0
f (t ) an cos( n0t ) bn sin( n0t )
2 n 1 n 1

DC Part Even Part Odd Part

T is a period of all the above signals

Harmonics
2
Define 0 2f 0 , called the fundamental angular frequency.
T
Define n n0 , called the n-th harmonic of the periodic function.

a0
f (t ) an cos n0t bn sin n0t
2 n 1 n 1

a0
f (t ) an cos nt bn sin nt
2 n 1 n 1
 Harmonics
a0
f (t ) an cos nt bn sin nt
2 n 1 n 1

a0
(an cos nt bn sin nt )
2 n 1
a0 a
2
sin nt
b
an bn
2 n
cos nt n
2 n 1 a 2 b2 a 2
b 2
n n n n
a0
an2 bn2 cos n cos nt sin n sin nt
2 n 1

C0 Cn cos(nt n )
n 1
Amplitudes and Phase Angles

f (t ) C0 Cn cos(nt n )
n 1

harmonic amplitude phase angle

a0
C0
2 bn
n tan
1

Cn an2 bn2 an
Fourier Series

Complex Form of the

Fourier Series
Complex Exponentials
jn0t
e cos n0t j sin n0t
e jn0t cos n0t j sin n0t

1 jn0t
cos n0t e
2
e jn0t
sin n0t
2j
e e
1 jn0t jn0t
e
2

e
j jn0t jn0t

Complex Form of the Fourier Series

a0
f (t ) an cos n0t bn sin n0t
2 n 1 n 1

a0 1
an e
2 2 n 1

jn0t
e jn0t j

bn e jn0t e jn0t
2 n 1

a0 1 1
(an jbn )e jn0t
(an jbn )e jn0t
2 n 1 2 2 a0
c0


2
c0 cn e jn0t c n e jn0t
1
n 1 cn (an jbn )
2
1
c n (an jbn )
2
Complex Form of the Fourier Series

f (t ) c0 cn e jn0t c n e jn0t
n 1

1
c0 cn e jn0t
cn e jn0t
n 1 n
a0
c0
n
c e jn0t

n
2
1
cn (an jbn )
2
1
c n (an jbn )
2
Complex Form of the Fourier Series

a0 1 T /2
c0
2 T T / 2
f (t )dt

1
cn (an jbn )
2
1 T /2 T /2

T T / 2 T / 2
f ( t ) cos n tdt j f (t ) sin n tdt
0 0
1 T /2 a0
f (t )(cos n0t j sin n0t )dt c0
T T / 2 2
1 T /2 1
f (t )e jn0t dt cn (an jbn )
T T / 2 2
1 1 1
T /2
c n (an jbn )
c n (an jbn )
2 T T / 2
f (t )e jn0t dt
2
 Complex Form of the Fourier Series
a0
c0
f (t ) n
c e jn0t

n
2
1
cn (an jbn )
1 T /2 2
cn
T T / 2
f (t )e jn0t dt 1
c n (an jbn )
2
cn | cn | e jn , c n cn* | cn | e jn
If f(t) is real,
1 2
| cn || c n | an bn2
c n c *
n
2 n 1,2,3,
b
n tan 1 n c0
1
a0
an 2
Complex Frequency Spectra
cn | cn | e jn , c n cn* | cn | e jn b
n tan 1 n n 1,2,3,
1 2 an
| cn || c n | an bn2
2
|cn| amplitude
1
c0 a0 spectrum
2

phase
n spectrum

 Example
f(t)
A

t
T T d d T
T
2 2 2 2

A 1
A d /2
cn e jn0t dt (2 j sin n0 d / 2)
T d / 2 T jn0
d /2 A 1
A 1 1 sin n0 d / 2
e jn0t T 2 n0
T jn0 d / 2
nd
sin
A 1
Ad T
1 jn0 d / 2
e jn0 d / 2
e T nd
T jn0 jn0
T
Example
A/5

-120 -80 -40 0 40 80 120

-150 -100 -50 50 100 150

nd 1 1 d 1
sin d , T ,
cn
Ad T 20 4 T 5
T nd 2
0 8
T T
Example
A/10

-120 -80 -40 0 40 80 120

-300 -200 -100 100 200 300

nd 1 1 d 1
sin d , T ,
cn
Ad T 20 2 T 5
T nd 2
0 4
T T
Example
f(t)
A

t
T
0 d T

A 1
A d
cn e jn0t dt (1 e jn0 d )
T 0 T jn0
d A 1 jn0 d / 2 jn0 d / 2 jn0 d / 2
A 1 e (e e )
e jn0t T jn0
T jn0 0
nd
sin
A 1 1
Ad T e jn0 d / 2
e jn0 d
T nd
T jn0 jn0
T
Fourier Series

Impulse Train
Dirac Delta Function
0 t 0
(t )
t 0
and
(t )dt 1

Also called unit impulse function.

t
0
Property

(t )(t )dt (0) (t): Test Function

(t )(t )dt (t )(0)dt (0) (t )dt (0)

Impulse Train

3T 2T T 0 T 2T 3T
t

T (t ) (t nT )
n
 Fourier Series of the Impulse Train

T (t ) (t nT )
n
2 T /2
a0 T (t )dt
T T / 2 T
2

2 T /2 2
an T (t ) cos( n0t )dt
T T / 2 T
2 T /2
bn T (t ) sin( n0t )dt 0
T T / 2
1 2
T (t ) cos n0t
T T n
 Complex Form
Fourier Series of the Impulse Train

T (t ) (t nT )
n
a0 1 T /2 1
c0
2 T T / 2 T (t )dt T
1 T /2 1

jn0t
cn T (t )e dt
T T / 2 T
1 jn0t
T (t ) e
T n
Fourier Series

Analysis of
Periodic Waveforms
Waveform Symmetry
Even Functions
f (t ) f (t )
Odd Functions

f (t ) f (t )
Decomposition
Any function f(t) can be expressed as the
sum of an even function fe(t) and an odd
function fo(t).
f (t ) f e (t ) f o (t )
f e (t ) 12 [ f (t ) f (t )] Even Part

f o (t ) 12 [ f (t ) f (t )] Odd Part
Example
e t t 0
f (t )
0 t 0

12 e t Even Part
t 0
f e (t ) 1 t
2e t0

12 e t Odd Part
t 0
f o (t ) 1 t
2 e t0
Half-Wave Symmetry
f (t ) f (t T ) and f (t ) f t T / 2

T/2 T/2 T
Quarter-Wave Symmetry
Even Quarter-Wave Symmetry

T/2 T/2 T

Odd Quarter-Wave Symmetry

T/2 T/2
T
Hidden Symmetry
The following is a asymmetry periodic function:
A

T T

Adding a constant to get symmetry property.

A/2

T T
A/2
Fourier Coefficients of
Symmetrical Waveforms

The use of symmetry properties simplifies the

calculation of Fourier coefficients.
Even Functions
Odd Functions
Half-Wave
Even Quarter-Wave
Odd Quarter-Wave
Hidden
Fourier Coefficients of Even Functions

f (t ) f (t )

a0
f (t ) an cos n0t
2 n 1
4 T /2
an f (t ) cos( n0t )dt
T 0
Fourier Coefficients of Even Functions

f (t ) f (t )

f (t ) bn sin n0t
n 1

4 T /2
bn f (t ) sin( n0t )dt
T 0
Fourier Coefficients for Half-Wave Symmetry

f (t ) f (t T ) and f (t ) f t T / 2

T/2 T/2 T

The Fourier series contains only odd harmonics.

Fourier Coefficients for Half-Wave Symmetry

f (t ) f (t T ) and f (t ) f t T / 2

f (t ) (an cos n0t bn sin n0t )
n 1

04 T / 2 for n even
an

T 0 f (t ) cos( n0 t ) dt for n odd

0
4 T /2 for n even
bn

T 0 f (t ) sin( n0t )dt for n odd
Fourier Coefficients for
Even Quarter-Wave Symmetry

T/2 T/2 T

f (t ) a2 n 1 cos[( 2n 1)0t ]
n 1

8 T /4
a2 n 1
T
0
f (t ) cos[( 2n 1)0t ]dt
Fourier Coefficients for
Odd Quarter-Wave Symmetry

T/2 T/2
T

f (t ) b2 n 1 sin[( 2n 1)0t ]
n 1

8 T /4
b2 n 1
T 0
f (t ) sin[( 2n 1)0t ]dt
 Example
Even Quarter-Wave Symmetry
1
T/2 T/2
T T/4 T/4 T
1

8 T /4 8 T /4
a2 n 1
T
0
f (t ) cos[( 2n 1)0t ]dt cos[( 2n 1)0t ]dt
T 0
T /4
8 n 1 4
sin[( 2n 1)0t ] (1)
(2n 1)0T 0
(2n 1)
 4 1 1
f (t ) cos 0t cos 30t cos 50t
3 5
Example
Even Quarter-Wave Symmetry
1
T/2 T/2
T T/4 T/4 T
1

8 T /4 8 T /4
a2 n 1
T
0
f (t ) cos[( 2n 1)0t ]dt cos[( 2n 1)0t ]dt
T 0
T /4
8 n 1 4
sin[( 2n 1)0t ] (1)
(2n 1)0T 0
(2n 1)
 Example
Odd Quarter-Wave Symmetry
1
T/2 T/2
T T/4 T/4 T
1

8 T /4 8 T /4
b2 n 1
T
0
f (t ) sin[( 2n 1)0t ]dt
T
0
sin[( 2n 1)0t ]dt

T /4
8 4
cos[( 2n 1)0t ]
(2n 1)0T 0
(2n 1)
 4 1 1
f (t ) sin 0t sin 30t sin 50t
3 5
Example
Odd Quarter-Wave Symmetry
1
T/2 T/2
T T/4 T/4 T
1

8 T /4 8 T /4
b2 n 1
T
0
f (t ) sin[( 2n 1)0t ]dt
T
0
sin[( 2n 1)0t ]dt

T /4
8 4
cos[( 2n 1)0t ]
(2n 1)0T 0
(2n 1)
Fourier Series

Half-Range
Expansions
Non-Periodic Function Representation

A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Without Considering Symmetry

A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into Even Symmetry

T=2

A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into Odd Symmetry

T=2

A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into Half-Wave Symmetry

T=2

A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into
Even Quarter-Wave Symmetry

T/2=2
T=4

A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Expansion Into
Odd Quarter-Wave Symmetry

T/2=2 T=4

A non-periodic function f(t) defined over (0, )

can be expanded into a Fourier series which is
defined only in the interval (0, ).
Fourier Series

Least Mean-Square
Error Approximation
Approximation a function
a0 k
Use S k (t ) an cos n0t bn sin n0t
2 n 1
to represent f(t) on interval T/2 < t < T/2.

Define k (t ) f (t ) Sk (t )
1 T /2

Mean-Square
Ek [ k (t )] dt
2

T T / 2 Error
Approximation a function
Show that using Sk(t) to represent f(t) has
least mean-square property.
1 T /2
Ek [ k (t )]2 dt
T T / 2
2
k

f (t ) an cos n0t bn sin n0t dt
1 T /2 a0
T T / 2 2 n1

Proven by setting Ek/ai = 0 and Ek/bi = 0.

 Approximation a function
1 T /2
Ek
T T / 2
[ k (t )]2 dt
2
k

f (t ) an cos n0t bn sin n0t dt
1 a0
T /2

T T / 2 2 n1

Ek a0 1 T /2 Ek 2 T /2
a0

2 T
T / 2
f (t )dt 0
an
an
T T / 2
f (t ) cos n0tdt 0

Ek 2 T /2
bn f (t ) sin n0tdt 0
bn T T / 2
Mean-Square Error
1 T /2
Ek
T T / 2
[ k (t )]2 dt
2
k

f (t ) an cos n0t bn sin n0t dt
1 T /2 a0
T T / 2 2 n1
k 2
1 a 1
Ek [ f (t )]2 dt (an2 bn2 )
T /2
0
T T / 2 4 2 n1
Mean-Square Error
1 T /2
Ek
T T / 2
[ k (t )]2 dt
2
k

f (t ) an cos n0t bn sin n0t dt
1 T /2 a0
T T / 2 2 n1
k 2
1 a 1

T /2

2 0 2 2
[ f (t )] dt ( an bn)
T T / 2 4 2 n1
Mean-Square Error
1 T /2
Ek
T T / 2
[ k (t )]2 dt
2
k

f (t ) an cos n0t bn sin n0t dt
1 T /2 a0
T T / 2 2 n1
2
1 a 1

T /2

2 0 2 2
[ f (t )] dt ( an bn)
T T / 2 4 2 n1